Did this a few weeks ago while trying to hand the quilt off so that she could carry it to my other sister (versus mailing). Every time I was folding it to put give to her, after I had stowed my needle, I would find another set of threads.
A friend buries the thread as she goes along, just keeps the needle attached to her machine. I may have to try that. I find the process of burying the threads akin to having my wisdom teeth removed.
Cheers, K